2009•South African Statistical JournalOpen access
The central and non-central matrix variate Dirichlet type III distribution : theory and methods
René Ehlers, Andriëtte Bekker, J. J. J. Roux
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Abstract
The methods of multivariate analysis depend upon the multivariate normal distribution. If a sample is drawn from a multivariate normal distribution, the sample covariance matrix has a Wishart distribution. Therefore, this distribution plays an important role in inferential procedures. The matrix variate Beta distribution is closely connected to the Wishart distribution.